PortfoliosLab logoPortfoliosLab logo
PSQ vs. XYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSQ vs. XYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short QQQ (PSQ) and Block, Inc (XYZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PSQ achieves a -14.02% return, which is significantly lower than XYZ's 6.81% return. Over the past 10 years, PSQ has underperformed XYZ with an annualized return of -19.15%, while XYZ has yielded a comparatively higher 22.83% annualized return.


PSQ

1D
-0.65%
1M
-0.92%
YTD
-14.02%
6M
-14.04%
1Y
-23.41%
3Y*
-17.58%
5Y*
-13.78%
10Y*
-19.15%

XYZ

1D
0.62%
1M
-0.37%
YTD
6.81%
6M
7.37%
1Y
8.88%
3Y*
1.99%
5Y*
-20.53%
10Y*
22.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSQ vs. XYZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSQ
ProShares Short QQQ
-14.02%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%
XYZ
Block, Inc
6.81%-23.41%9.88%23.09%-61.09%-25.79%247.89%11.54%61.78%154.37%

Correlation

The correlation between PSQ and XYZ is -0.54, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.54

Correlation (3Y)
Calculated over the trailing 3-year period

-0.54

Correlation (5Y)
Calculated over the trailing 5-year period

-0.64

Correlation (10Y)
Calculated over the trailing 10-year period

-0.61

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2015

-0.59

The correlation between PSQ and XYZ has been stable across timeframes, ranging from -0.64 to -0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PSQ vs. XYZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 11
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 22
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
Martin Ratio Rank

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSQ vs. XYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and Block, Inc (XYZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSQXYZDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

0.78

1.07

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.87

0.23

-1.10

Martin ratioReturn relative to average drawdown

-1.81

0.52

-2.33

PSQ vs. XYZ - Sharpe Ratio Comparison

The current PSQ Sharpe Ratio is -1.36, which is lower than the XYZ Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PSQ and XYZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PSQ vs. XYZ - Drawdown Comparison

The maximum PSQ drawdown since its inception was -98.26%, which is greater than XYZ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for PSQ and XYZ.


Loading charts...

Drawdown Indicators


PSQXYZDifference

Max Drawdown

Largest peak-to-trough decline

-98.26%

-86.08%

-12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-26.86%

-39.48%

+12.62%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-52.96%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-60.91%

-86.08%

+25.17%

Max Drawdown (10Y)

Largest decline over 10 years

-88.98%

-86.08%

-2.90%

Current Drawdown

Current decline from peak

-98.20%

-75.33%

-22.87%

Average Drawdown

Average peak-to-trough decline

-73.99%

-41.05%

-32.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.96%

17.15%

-4.19%

Volatility

PSQ vs. XYZ - Volatility Comparison

The current volatility for ProShares Short QQQ (PSQ) is 7.39%, while Block, Inc (XYZ) has a volatility of 12.79%. This indicates that PSQ experiences smaller price fluctuations and is considered to be less risky than XYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PSQXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

12.79%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

35.49%

-21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

46.91%

-29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

59.99%

-37.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

56.70%

-34.36%

Dividends

PSQ vs. XYZ - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 5.09%, while XYZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PSQ
ProShares Short QQQ
5.09%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%
XYZ
Block, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PSQ and XYZ have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYZ has higher volatility (12.79%) compared to PSQ (7.39%). In terms of maximum drawdown, PSQ dropped -98.26% vs XYZ's -86.08%.

XYZ currently has the higher Sharpe Ratio (0.19 vs -1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSQ and XYZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer